+470.5%
MS vs FND
+61.4%
+409.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.4% |
| 7D | +3.7% | -5.1% | +8.8% | +5.1% |
| 30D | +2.0% | +9.2% | -7.2% | -0.8% |
| 3M | -12.6% | -17.7% | +5.1% | -8.3% |
| 6M | -0.3% | +2.5% | -2.7% | -2.9% |
| YTD | +9.0% | -19.8% | +28.8% | +12.4% |
| 1Y | +13.9% | -22.7% | +36.5% | +18.4% |
| 3Y | +173.6% | -38.3% | +211.9% | +189.8% |
| 5Y | +122.0% | -63.0% | +184.9% | +159.4% |
| All | +470.5% | +61.4% | +409.1% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling